Discussion paper DP11608 What is the Expected Return on a Stock? Ian Martin 4 Nov 2016 Financial Economics G10 G12 G17 G31 G32 E22 E44
Discussion paper DP11401 Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds Tobias Adrian Richard K. Crump Erik Vogt 21 Jul 2016 Financial Economics G12 G17 G01
Discussion paper DP11236 Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK John Muellbauer Janine Aron 18 Apr 2016 Monetary Economics and Fluctuations G21 G28 G17 R28 R21 C51 C53 E27
Discussion paper DP10889 Credit risk characteristics of US small business portfolios Christian Wolff Dennis Bams Magdalena Pisa 18 Oct 2015 Financial Economics G17 L14 L25
Discussion paper DP10891 Ripple effects from industry defaults Christian Wolff Dennis Bams Magdalena Pisa 18 Oct 2015 Financial Economics G17 L14 L25
Discussion paper DP10336 Origins of Stock Market Fluctuations Martin Lettau Sydney Ludvigson Dan Greenwald 11 Jan 2015 Financial Economics International Macroeconomics G10 G12 G17
Discussion paper DP10104 Bond Return Predictability: Economic Value and Links to the Macroeconomy Allan Timmermann Davide Pettenuzzo Antonio Gargano 10 Aug 2014 Financial Economics G11 G12 G17
Discussion paper DP9848 No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates Massimiliano Marcellino Andrea Carriero Todd Clark 2 Mar 2014 International Macroeconomics C32 C53 G17
Discussion paper DP7986 Modelling and Forecasting UK Mortgage Arrears and Possessions John Muellbauer Janine Aron 1 Sep 2010 International Macroeconomics C51 C53 E27 G17 G21 G28 R21 R28
Discussion paper DP7686 Improving Portfolio Selection Using Option-Implied Volatility and Skewness Victor DeMiguel Yuliya Plyakha Raman Uppal Grigory Vilkov 14 Feb 2010 Financial Economics G11 G12 G13 G17
Discussion paper DP7656 Understanding Analysts' Earnings Expectations: Biases, Nonlinearities and Predictability Allan Timmermann Marco Aiolfi Marius Rodriguez 24 Jan 2010 Financial Economics C22 G17
Discussion paper DP7568 The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself Alan M. Taylor Òscar Jordà 22 Nov 2009 International Macroeconomics C44 F31 F37 G14 G15 G17